Q2 2021 Commentary

In this quarter's commentary, we:
  • Provide an analysis of this quarter’s returns, both at a high level and a detailed attribution.
  • Discuss momentum's "quality to value" rotation.
  • Explore the potential implications of AUM growth in hedged equity products, the correlation between retail out-performance and call option volume, and how "full" systematic strategies currently are.

P.S. If you haven't heard, we're now 10 episodes deep into our fourth season of the Flirting with Models podcast.  You can find the new season – as well as all the prior seasons – on our website.
Read More of our Q2 Commentary
View our Updated Fund Presentation
“Risk cannot be destroyed, only transformed.”
Newfound Research LLC is a quantitative investment and research firm dedicated to helping investors pro-actively navigate the risks of investing through thought leadership and investment acumen.  To build more resilient portfolios, we seek to diversify across the investment axes of what, how, and when.

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